HAC estimation in spatial panels

C-Tier
Journal: Economics Letters
Year: 2012
Volume: 117
Issue: 1
Pages: 60-65

Authors (2)

Moscone, Francesco (not in RePEc) Tosetti, Elisa (Università Ca' Foscari Venezia)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We propose a HAC estimator for the covariance matrix of the fixed effects estimator in a panel data model with unobserved fixed effects and errors that are both serially and spatially correlated.

Technical Details

RePEc Handle
repec:eee:ecolet:v:117:y:2012:i:1:p:60-65
Journal Field
General
Author Count
2
Added to Database
2026-01-29